+112.0%
ROST vs ENPH
-89.7%
+201.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.3% | -2.1% |
| 7D | +0.3% | -8.4% | +8.7% | +1.0% |
| 30D | +0.5% | -11.2% | +11.7% | +1.3% |
| 3M | -5.2% | -36.1% | +30.8% | -2.0% |
| 6M | +9.8% | -37.9% | +47.8% | +12.6% |
| YTD | +29.4% | -18.7% | +48.0% | +27.0% |
| 1Y | +44.4% | -9.8% | +54.2% | +40.0% |
| 3Y | +95.0% | -66.8% | +161.8% | +98.6% |
| All | +112.0% | -89.7% | +201.7% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ENPH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling